PETRONE WORLDWIDE Risk Analysis And Volatility

PFWIQ -- USA Stock  

USD 0.0001  0.00  0.00%

PETRONE WORLDWIDE is out of control given 3 months investment horizon. PETRONE WORLDWIDE INC maintains Sharpe Ratio (i.e. Efficiency) of 0.1213 which implies the corporation had 0.1213% of return per unit of standard deviation over the last 3 months. Our approach into forecasting volatility of a stock is to use PETRONE WORLDWIDE INC market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 15.85% are justified by taking the suggested risk. Use PETRONE WORLDWIDE Market Risk Adjusted Performance of 47.93 and Risk Adjusted Performance of 0.0625 to evaluate company specific risk that cannot be diversified away.

90 Days Market Risk

Out of control

Chance of Distress in 24 months

Quite high

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

PETRONE WORLDWIDE Market Sensitivity

As returns on market increase, PETRONE WORLDWIDE returns are expected to increase less than the market. However during bear market, the loss on holding PETRONE WORLDWIDE will be expected to be smaller as well.
3 Months Beta |Analyze PETRONE WORLDWIDE INC Demand Trend
Check current 30 days PETRONE WORLDWIDE correlation with market (DOW)
β = 0.0156

PETRONE WORLDWIDE Central Daily Price Deviation

PETRONE WORLDWIDE INC Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. PETRONE WORLDWIDE Typical Price indicator is an average of each day price and can be used instead of closing price when creating different PETRONE WORLDWIDE INC moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

PETRONE WORLDWIDE Projected Return Density Against Market

Assuming 30 trading days horizon, PETRONE WORLDWIDE has beta of 0.0156 . This implies as returns on market go up, PETRONE WORLDWIDE average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PETRONE WORLDWIDE INC will be expected to be much smaller as well. Moreover, The company has an alpha of 0.7479 implying that it can potentially generate 0.7479% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PETRONE WORLDWIDE is 824.34. The daily returns are destributed with a variance of 17071.66 and standard deviation of 130.66. The mean deviation of PETRONE WORLDWIDE INC is currently at 35.61. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.75
β
Beta against DOW=0.0156
σ
Overall volatility
=130.66
Ir
Information ratio =0.06

PETRONE WORLDWIDE Return Volatility

the corporate body shows 130.6585% volatility of returns over 30 trading days. the entity inherits 0.973% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

PETRONE WORLDWIDE Investment Opportunity

PETRONE WORLDWIDE INC has a volatility of 130.66 and is 134.7 times more volatile than DOW. 96  of all equities and portfolios are less risky than PETRONE WORLDWIDE. Compared to the overall equity markets, volatility of historical daily returns of PETRONE WORLDWIDE INC is higher than 96 () of all global equities and portfolios over the last 30 days.

PETRONE WORLDWIDE Current Risk Indicators

PETRONE WORLDWIDE Suggested Diversification Pairs

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